-12.5%
NOW vs SN
+659.6%
-672.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.8% |
| 7D | -3.0% | +7.2% | -10.2% | -4.1% |
| 30D | -26.0% | +20.4% | -46.4% | -28.5% |
| 3M | -13.1% | +23.9% | -37.0% | -16.4% |
| 6M | +14.5% | +93.0% | -78.5% | +2.1% |
| YTD | -33.4% | +99.2% | -132.7% | -41.4% |
| 1Y | -40.6% | +142.6% | -183.2% | -49.7% |
| 3Y | -16.3% | +398.8% | -415.1% | -33.3% |
| All | -12.5% | +659.6% | -672.1% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling